Parameter Estimation in Stochastic Volatility Models /

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the...

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Bibliographic Details

Main Author:	Bishwal, Jaya P. N. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2022.
Edition:	1st ed. 2022.
Subjects:	Mathematical statistics. Stochastic models. Mathematical Statistics. Stochastic Modelling. Electronic books.
Online Access:	Connect to the full text of this electronic book